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Free, browser-based calculators for validating a systematic trading strategy. Everything runs on your device — nothing you enter is sent or stored.
Deflated Sharpe Ratio
Enter your Sharpe ratio and how many variants you tested. Returns the probability your backtest is real, not the best of many tries — with the Probabilistic Sharpe Ratio and minimum track-record length.
Open calculator →Position Size & Risk of Ruin
A Monte Carlo of your edge over the next N trades: risk of ruin, expectancy, the Kelly fraction, and the full spread of possible equity curves.
Open calculator →Net-vs-Gross Cost Calculator
How spread, commission and slippage turn a gross winner into a net loser, and the break-even win rate where a strategy flips from profit to loss.
Open calculator →Educational tools, not investment advice. These calculators evaluate the statistics of strategy validation. They do not recommend any trade or predict performance. See the disclaimer.